+3,294.3%
FLEX vs URI
+7,134.6%
-3,840.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | -0.9% | -2.0% | +1.1% | -0.1% |
| 30D | -10.1% | -12.9% | +2.8% | -5.0% |
| 3M | -31.3% | -6.7% | -24.6% | -29.2% |
| 6M | +71.3% | +19.0% | +52.3% | +59.0% |
| YTD | +81.2% | +25.5% | +55.7% | +62.6% |
| 1Y | +98.5% | +5.5% | +93.0% | +90.3% |
| 3Y | +428.2% | +111.3% | +316.9% | +278.1% |
| 5Y | +657.3% | +198.6% | +458.7% | +363.1% |
| 10Y | +995.9% | +1,179.9% | -184.0% | +263.8% |
| All | +3,294.3% | +7,134.6% | -3,840.3% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling